Wavelet analysis of timeseries data

Hi,

I am new in Matlab. I have to find the periodocity of a timeseries(daily) of temparature data of 30 years. I want to use the wavelet analysis technique to find out the periodicity hidden in the dataset. I searched a lot matlab documentation and also many papers. I got the technique of wavelet but no idea how to implement this in matlab for obtaining results. Can you kindly helpme in this regard?

Thanks in advance.

Answer 1

[Suraj Kumar]

Hi @Sabita,

To perform wavelet analysis on a time series of daily temerature data using MATLAB, you can go through the following steps:

1. Ensure the data is in correct format which is a vector of temperature values and a corresponding time vector.

2. Perform continuos wavelet transform using the "cwt" function in MATLAB and can analyse the results obtained.To learn more about "cwt" function , you can refer to the following documentation link: https://www.mathworks.com/help/wavelet/ref/cwt.html

You can also refer to the following code snippet for better understanding:

% continuous wavelet transform
[cfs, frequencies] = cwt(temperature, 'amor', 1);
figure;
surface(time, frequencies, abs(cfs));
shading interp;
axis tight;
xlabel('Time (days)');
ylabel('Frequency (cycles/day)');
title('Continuous Wavelet Transform');
colorbar;

Happy coding!